+100.9%
AAOI vs MMM
+22.1%
+78.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +9.5% | -16.9% | -7.3% |
| 7D | -27.9% | +12.2% | -40.2% | -28.0% |
| 30D | -51.2% | +18.8% | -70.1% | -51.7% |
| 3M | -55.0% | +7.4% | -62.3% | -54.4% |
| 6M | -65.7% | +38.3% | -104.1% | -66.4% |
| YTD | +70.0% | +22.9% | +47.2% | +63.2% |
| 1Y | +100.9% | +23.0% | +77.9% | +85.8% |
| All | +100.9% | +22.1% | +78.8% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling